Gmm Matlab Code

Generalized method of moments (GMM) is a generic method for estimating parameters in statistical models. Usually it is applied in the context of semiparametric models, where the parameter of interest is finite-dimensional, whereas the full shape of the distribution function of the data may not be known, and therefore the maximum likelihood estimation is not applicable.

The following matlab project contains the source code and matlab examples used for gmm.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

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